What should a new (and not so experienced) GM watch out for when starting to run a game set in Charles Stross's Laundry universe? Note that all this could be applied to a Call Of Cthulhu game as well but that the focus here is the Laundry RPG. This is linked to the GM pitfalls and setting up a new campaign questions but those are more generic.

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If you down vote (or vote to close) could you provide a reason so that I can improve the question?
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SardathrionMar 8 '12 at 11:45

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The user chose "not a real question" as their close reason. They are likely concerned that the current formulation of the question is going to result in a big list of unrelated tips, rather than any comprehensive answer. In particular, the questions in your second paragraph are largely independent of eachother.
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AceCalhoonMar 8 '12 at 14:51

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I've been talking to the other mods on this. Breaking out the specific questions was a good move (although they could use some prettying). But this question is still problematic. The issue is that it is both a list question (each answer is a component of the full answer, as opposed to having multiple complete but opposing answers) AND a guessing game (have you considered X? Yes? Darn. Have you considered Y? Go fish? Darn). We can't think of a formulation of this question that doesn't have those problems.
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AceCalhoonMar 8 '12 at 17:27

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The preferred way to attack the "getting started" issue seems to be: Read the books -> Ask questions (like your munchkin and black bag questions) -> Run the game -> Ask questions about things that come up -> Repeat.
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AceCalhoonMar 8 '12 at 17:28

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Closed this per @AceCalhoon comments. If a significant edit occurs, we can revisit.
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Pat LudwigMar 8 '12 at 19:55

3 Answers
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I'd say that it's important to remember a few things about the source material of Lovecraft:

Abominations tend to drive people insane, and sanity is valuable.

Few encounters actually are physical conflict; it's usually a conflict of players investigating their environment and beginning to find hints of things beyond mortal knowledge.

Lovecraft sort of advocates a "heard and not seen" attitude to horror; we rarely see Cthulhu directly, but if we did we would have a lot of foreshadowing, clues, and paraphernalia beforehand, even if we couldn't necessarily escape as it were.

Combat, like Vatine said, should be very likely to cause serious injury; when a weapon comes it out there's a good chance of people dying or being maimed.

Insanity is a great plot device; if you've ever played Vampire the Masquerade you've probably seen how a good Malkavian (basically insane vampires) really makes things both funny and frightening at the same time, and half of Lovecraft's non-protagonists are raving mad (looking at things such as Call of Cthulhu and the Dunwich Horror, or more specifically The Shadow over Innsmouth), you see that there's a lot of "mere mortals" with incidental contact who are ranting and raving insane but still deal with the protagonists other than to just kill them, namely people like Zadok Allen who are in too deep to get out but retain just enough sanity to know things are bad.

Combat tends to cause death or severe injury. Do not rely on shoot-outs to keep things tense, this is a horror game rather than an action game. However, this doesn't mean that the game has to be devoid of action elements, just be aware that you may end up with one or more PCs fewer than you started the encounter with...